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A data-driven approach for on-line tuning of minimum variance (MV) PID controller is proposed in this paper for a linear system subject to stochastic disturbances, in which none of a prior knowledge or/and external excitation signals is required. The main procedure is that two different rough tuning controllers are employed and switched from one to another such that two sets of output data are collected under routine operating conditions. Subsequently, based on FCOR (Filtering and CORrelation analysis) algorithm, the corresponding linea